0.13Open0.14Pre Close37 Volume106 Open Interest107.00Strike Price346.00Turnover42.78%IV5.86%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0448Delta0.0286Gamma1686.00Leverage Ratio-0.0525Theta0.0003Rho75.57Eff Leverage0.0073Vega